locking nut still seems to turn a little bit.

I put the rear wheel back on, sorted the brakes, put the axel bolt through, aligned both chain adjusters the same distance apart (using the markings), wedged a screwdriver between the chain and sprocket and pulled the wheel back so the chain had no slack, then torqued the back wheel up.

I thought the locking adjuster nut would stop as the axel bolt is now secure, but it still seems to want to screw it (with a bit of force), is this normal?

 

If your talking about the axle nut, then you need to put a socket or spanner on the left nut & hold it place while you tighten the right one. It should be tightened to a specific torque (95 Nm or 69ft-lbs) that way your not 2nd guessing & either not tight enough or to tight. If your talking about the actual chain adjuster bolts & nut (& lock nut), the right side (other side from chain) will always appear to a bit loose than the other, as long as the buggers are adjusted correctly (even) & the wheel is aligned then it should not be a problem. On mine I could turn the bolt by hand, while the chain side one needed a wrench. Do what I did, adjust the everything so its lined up, give the tyre a good kick (so it takes up any slack) & then tighten the axle bolt.

 

Cheers, I was talking about the chain adjuster nuts, and yes you're right, the chain side is nice and tight, the opposite side turns with a spanner, I was just worried that it would come loose or that I had done something wrong.

Another thing, while the bike was still on the centre stand I fired it up and let it run in 1st gear to make sure everything was ok. I noticed that every 5 secs or so the chain would jump slightly, is this normal because it's in the air?

Both sides of the swingarm are adjusted the same with the chain adjusters so I can't see it being out of aligment, might just be me being paranoid!

 

Normal to be a bit worried about that sort of thing. Motto for bike maintenance should be "Do it once & then do it again to make sure".
How old & how much life? (as in how close to the wear mark) is the chain?. Chains stretch in different parts, so their never even. Not unusual to see it jumping slightly as the looser parts of the chain come away from the sprocket, as long as its not to bad, remember its still going to be doing that while your roaring down the road. Did you remember to adjust the chain from its tightest section ?(between the front & rear sprcket)

Apart from the wear indicator, a good way to tell if a chain is on the way out, is to pull a link away from the back of the rear sprocket with your fingers & if it looks like you could fit your average ciggie or pencil between to gap, then the chain is stuffed. (This is from a time before Wear indicators).